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Performance

Benchmarked.
Transparent.
Quarterly.

Measured against the S&P 500 Total Return Index (SPY). The fund was established in 2009; audited monthly performance is tracked since October 2013.

1Y Return
+16.7%
5Y Annualized
+9.2%
Inception Annualized
+5.2%
Max Drawdown
-22.1%

Risk & return analytics

147 mo · monthly basis
Cumulative Return
+87.9%
Since inception
Annualized Volatility
13.1%
Std. dev × √12
Sharpe Ratio
0.40
rf 0%
Sortino Ratio
0.60
Downside, rf 0%
Beta vs S&P 500
0.80
Monthly
Annualized Alpha
-6.6%
vs SPY, rf 0%
Tracking Error
6.6%
Annualized
Information Ratio
-1.44
Active return / TE
Best Month
+12.2%
Worst Month
-10.8%
Positive Months
68.0%
Correlation to S&P 500
0.89

Computed from monthly SMIF and S&P 500 total-return (SPY) returns since Oct 2013, excluding custodian-transition bridge months. Sharpe and Sortino assume a 0% risk-free rate; alpha, beta, and correlation are measured against the S&P 500 total-return index.

Since Inception · Monthly · updated Jun 2026

Growth of $1 since Oct 2013

SMIF returns derived from monthly custodian statements (Modified Dietz for months with external cash flows). S&P 500 benchmark is SPY adjusted close (total return, includes reinvested dividends). Custodian-transition months (Nov 2024, Mar 2025) bridged at 0% return.

Annual · Audited Years

Growth of $1 since 2018

YearSMIFS&P 500 TRSpread
2024+22.4%+24.2%-1.8%
2023+27.1%+26.3%+0.8%
2022-15.8%-18.1%+2.3%
2021+29.6%+28.7%+0.9%
2020+19.2%+18.4%+0.8%
2019+30.1%+31.5%-1.4%
Methodology & disclaimer

Data source: monthly NAV series maintained by the fund. Daily quotes on the Holdings page are Polygon.io end-of-day closes, refreshed daily after the market close.

Methodology: monthly returns are computed on a Modified Dietz basis to account for intra-month contributions and withdrawals. The benchmark is the S&P 500 Total Return (SPY, dividends reinvested).

Past performance does not guarantee future results. see the latest annual report for audited figures.